Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,37% | 13,46 CHF | 13,48 CHF | 150 000 | 150 000 | 123 022 | 123 022 | 1 677 010 CHF | 1 679 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 13,34 CHF | 13,36 CHF | 150 000 | 150 000 | 122 962 | 122 962 | 1 619 090 CHF | 1 621 790 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 12,90 CHF | 12,92 CHF | 150 000 | 150 000 | 123 026 | 123 026 | 1 610 640 CHF | 1 613 340 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 13,42 CHF | 13,44 CHF | 150 000 | 150 000 | 123 042 | 123 042 | 1 690 800 CHF | 1 693 500 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 13,49 CHF | 13,51 CHF | 150 000 | 150 000 | 123 224 | 123 224 | 1 604 580 CHF | 1 607 290 CHF | 99,08% | 99,08% |
13/11/2024 | 0,41% | 12,72 CHF | 12,74 CHF | 150 000 | 150 000 | 123 010 | 123 010 | 1 544 530 CHF | 1 547 240 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 12,00 CHF | 12,02 CHF | 150 000 | 150 000 | 123 067 | 123 067 | 1 431 690 CHF | 1 434 390 CHF | 100,00% | 100,00% |
11/11/2024 | 0,47% | 10,93 CHF | 10,95 CHF | 150 000 | 150 000 | 123 033 | 123 033 | 1 349 180 CHF | 1 351 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 10,75 CHF | 10,77 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 346 430 CHF | 1 349 130 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 10,99 CHF | 11,01 CHF | 150 000 | 150 000 | 123 041 | 123 041 | 1 306 730 CHF | 1 310 080 CHF | 100,00% | 100,00% |